The Need for "Un-consolidating" Consolidated Banks' Stress Tests /

The recent crisis has spurred the use of stress tests as a (crisis) management and early warning tool. However, a weakness is that they omit potential risks embedded in the banking groups' geographical structures by assuming that capital and liquidity are available wherever they are needed with...

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Бібліографічні деталі
Автор: Cerutti, Eugenio
Інші автори: Schmieder, Christian
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2012.
Серія:IMF Working Papers; Working Paper ; No. 2012/288
Онлайн доступ:Full text available on IMF